Anic Equity¶

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Total return since start: 0.602 %¶

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Equity now: -----------------------------> 48944.98 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44776.1 Kr¶

PnL: ---------------------------------------> -171.9 Kr¶

DD now: ---------------------------------> -7.86 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 16:15:51.752217'

Anic Portfolio¶

Today¶

Return: -0.727 %¶

This Week¶

Return: -0.727 %¶

Total portfolio value¶

Return including deposits: 60.233 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.270000 1662.120000 194.580000 13.260000 1467.540000
Sedana Medical 93 1.550000 2553.780000 39.060000 1.550000 2514.720000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
Catena 2 1.770000 803.600000 14.000000 1.770000 789.600000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
JM 6 1.110000 871.800000 9.600000 1.110000 862.200000
Atrium Ljungberg B 5 0.910000 941.500000 8.500000 0.910000 933.000000
BioGaia B 8 0.780000 935.200000 7.200000 0.780000 928.000000
Sagax B 4 0.850000 859.200000 7.200000 0.850000 852.000000
Orrön Energy 180 0.180000 2043.900000 6.300000 0.310000 2037.600000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Platzer Fastigheter Holding B 12 0.380000 962.400000 3.600000 0.380000 958.800000
Gränges 9 0.190000 927.900000 1.800000 0.190000 926.100000
ASSA ABLOY B 3 0.120000 777.900000 0.900000 0.120000 777.000000
AcadeMedia 8 -0.300000 401.600000 0.400000 0.100000 401.200000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Hexatronic Group 12 -0.020000 964.320000 -0.240000 -0.020000 964.560000
Bilia A 8 -0.270000 896.800000 -0.800000 -0.090000 897.600000
EQT 4 -0.390000 826.400000 -3.200000 -0.390000 829.600000
Addnode Group B 11 -0.360000 915.200000 -3.300000 -0.360000 918.500000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Byggmax Group 33 -0.550000 949.080000 -5.280000 -0.550000 954.360000
SKF B 5 -0.910000 929.500000 -8.500000 -0.910000 938.000000
OX2 13 -1.440000 934.050000 -13.650000 -1.440000 947.700000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
Nordic Waterproofing Holding 7 -1.890000 946.400000 -18.200000 -1.890000 964.600000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Vitec Software Group B 2 -3.320000 1048.000000 -36.000000 -3.320000 1084.000000
Latour B 4 -4.580000 816.000000 -39.200000 -4.580000 855.200000
Indutrade 5 -3.790000 1168.500000 -46.000000 -3.790000 1214.500000
Bufab 3 -4.720000 1054.200000 -52.200000 -4.720000 1106.400000
INVISIO 16 -1.520000 3624.000000 -56.000000 -1.520000 3680.000000
Hexagon B 26 -1.690000 3393.000000 -58.500000 -1.690000 3451.500000
BHG Group 97 -7.130000 1352.180000 -102.820000 -7.070000 1455.000000
TOTAL 44776.100000 -171.900000 -7.86021% 44948.000000

Updated:¶

'2023-07-03 16:16:09.109995'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶